Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9294.35 >4 Yr <= 5 Yr No 406.15 7-30 Days S-7-Q 7821.84 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 767.80 >4 Yr <= 5 Yr No 31.46 91-180 Days E-1-Q 880.73 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42530.52 >4 Yr <= 5 Yr Yes 3523.30 7-30 Days E-2-Q 40147.04 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21747.62 >4 Yr <= 5 Yr No 1601.94 31-90 Days IG-1-Q 25296.04 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42662.53 >4 Yr <= 5 Yr No 2093.92 31-90 Days IG-2-Q 37235.96 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36149.44 >4 Yr <= 5 Yr Yes 3376.29 7-30 Days C-1 29266.28 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 185.61 >4 Yr <= 5 Yr No 5.56 91-180 Days CB-4 213.72 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16554.23 >4 Yr <= 5 Yr No 109.83 <7 Days E-10 18688.75 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33045.07 >4 Yr <= 5 Yr Yes 2752.71 31-90 Days E-3 39589.71 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32644.81 >4 Yr <= 5 Yr Yes 2219.63 31-90 Days E-4 27644.55 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31442.97 >4 Yr <= 5 Yr Yes 2016.86 7-30 Days E-5 32940.77 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19735.83 >4 Yr <= 5 Yr No 820.56 7-30 Days E-6 20166.82 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34406.86 >4 Yr <= 5 Yr Yes 2008.53 31-90 Days E-7 34050.38 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22510.93 >4 Yr <= 5 Yr No 1914.62 7-30 Days E-8 21820.78 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40445.55 >4 Yr <= 5 Yr No 2633.32 31-90 Days E-9 34143.10 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30272.04 >4 Yr <= 5 Yr Yes 443.27 91-180 Days G-4 29992.35 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3838.77 >4 Yr <= 5 Yr Yes 325.58 91-180 Days IG-3 4155.23 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4123.39 >4 Yr <= 5 Yr Yes 103.76 <7 Days IG-4 4496.24 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15841.79 >4 Yr <= 5 Yr Yes 598.13 31-90 Days IG-5 13319.61 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24627.64 >4 Yr <= 5 Yr Yes 561.78 31-90 Days IG-6 20905.83 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3755.72 >4 Yr <= 5 Yr No 324.05 31-90 Days IG-7 3861.74 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12181.27 >4 Yr <= 5 Yr No 862.41 <7 Days IG-8 10394.85 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22076.87 >4 Yr <= 5 Yr No 631.48 <7 Days L-1 19033.67 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18808.19 >4 Yr <= 5 Yr No 1190.23 31-90 Days L-10 21830.14 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35616.18 >4 Yr <= 5 Yr Yes 2103.91 7-30 Days L-11 39158.89 None No Trading